Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-14 15.098289 17.217780 19.487438 22.093989 24.999848 28.134827 31.767869
2025-09-21 11.687641 14.528537 17.797817 21.819191 26.612014 32.119895 38.905740
2025-09-28 9.543744 12.563664 16.207701 20.893920 26.722026 33.690432 42.607010
2025-10-05 8.564192 11.848823 15.977338 21.491265 28.598537 37.380961 48.974393
2025-10-12 7.756165 11.210133 15.708928 21.917030 30.167756 40.651776 54.858701
2025-10-19 6.882913 10.372669 15.074692 21.766171 30.917111 42.849528 59.413227
2025-10-26 6.133810 9.615263 14.457398 21.548265 31.504052 44.796409 63.655766
2025-11-02 5.571713 9.061057 14.059181 21.573689 32.380908 47.122527 68.454293
2025-11-09 5.130162 8.636375 13.798940 21.752745 33.448073 49.717373 73.686240
2025-11-16 4.677162 8.146981 13.396044 21.678158 34.120398 51.758895 78.195596
2025-11-23 4.249772 7.654918 12.944240 21.485295 34.585002 53.495261 82.307123
2025-11-30 3.947852 7.336371 12.730372 21.627864 35.535001 55.944444 87.505819
2025-12-07 3.765860 7.208460 12.816854 22.254799 37.269734 59.644957 94.725068
2025-12-14 3.430033 6.785360 12.393380 22.040479 37.687644 61.396737 99.125703
2025-12-21 2.995707 6.143770 11.554291 21.085775 36.870121 61.217143 100.580485
2025-12-28 2.876780 6.064284 11.659800 21.695594 38.576039 64.962195 108.127768
2026-01-04 2.737016 5.931909 11.660965 22.122115 39.992759 68.296876 115.141450
2026-01-11 2.520526 5.631395 11.340826 21.970998 40.436824 70.100623 119.810921
2026-01-18 2.314248 5.330624 10.996407 21.750960 40.743975 71.682076 124.164002
2026-01-25 2.159476 5.118749 10.799096 21.776714 41.462367 73.942572 129.661180
2026-02-01 2.036946 4.961841 10.692741 21.957196 42.449108 76.667262 135.983127
2026-02-08 1.893432 4.746252 10.457263 21.882013 42.976427 78.638619 141.124352
2026-02-15 1.748425 4.512865 10.169102 21.687561 43.275240 80.226307 145.668177